I use only whole black Tellicherry pepper. It is far superior to the stuff you buy in the grocery store. I grind it as needed.
Most pepper you find these days (especially if it is already ground) is pretty thin stuff, lacking in character. The stuff in shakers at restaurants borders on tasteless, and is usually packed full so you can only shake out a few grains at a time (I've been able to count them coming out).
Black Tellicherry is only the best 10% of peppercorns, and has a fantastic robust flavor that will add a lot to your drinks (and food).